"Your WMP is an old version" on Ubuntu

"Your WMP is an old version" on Ubuntu

On my Ubuntu 8.10, I am trying to view a video on this website (www.nmnathletics***/newMediaPlayer/consolewmp.htm?oemid=23020&type=live). I have mplayer and VLC players on my Ubuntu 8.10. But it says "Your WMP is an old version. Click here to download and install the new version", which actually is an exe file.